+99.7%
AMZN vs SN
+681.9%
-582.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.4% |
| 7D | +8.7% | +7.6% | +1.0% | +7.2% |
| 30D | +1.7% | +24.1% | -22.4% | -2.5% |
| 3M | -2.8% | +23.7% | -26.5% | -6.9% |
| 6M | -2.1% | +105.5% | -107.6% | -15.9% |
| YTD | +15.6% | +105.1% | -89.5% | -1.2% |
| 1Y | +9.2% | +148.3% | -139.1% | -10.4% |
| 3Y | +89.9% | +438.7% | -348.8% | +47.7% |
| All | +99.7% | +681.9% | -582.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling